Tarea 4
Nicolás E. Galeano Sánchez
2/10/2020
Análisis de acciones a través de yahoo finance - Serie de tiempo de Yamaha.
Primero cargaremos todos los paquetes que utilizaremos para el desarrollo de esta actividad.
require(ggplot2)## Loading required package: ggplot2## Warning: package 'ggplot2' was built under R version 3.6.3require(plotly)## Loading required package: plotly## Warning: package 'plotly' was built under R version 3.6.3##
## Attaching package: 'plotly'## The following object is masked from 'package:ggplot2':
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## last_plot## The following object is masked from 'package:stats':
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## filter## The following object is masked from 'package:graphics':
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## layoutrequire(forecast)## Loading required package: forecast## Warning: package 'forecast' was built under R version 3.6.3## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoorequire(tseries)## Loading required package: tseries## Warning: package 'tseries' was built under R version 3.6.3require(fGarch)## Loading required package: fGarch## Warning: package 'fGarch' was built under R version 3.6.3## Loading required package: timeDate## Warning: package 'timeDate' was built under R version 3.6.3## Loading required package: timeSeries## Warning: package 'timeSeries' was built under R version 3.6.3## Loading required package: fBasics## Warning: package 'fBasics' was built under R version 3.6.3Ahora traemos la basede datos de yahoo finance
con=url("https://finance.yahoo.com")
yamaha= get.hist.quote(instrument="YAMCY", start="2015-01-01",quote="Close",compression = "m")## 'getSymbols' currently uses auto.assign=TRUE by default, but will
## use auto.assign=FALSE in 0.5-0. You will still be able to use
## 'loadSymbols' to automatically load data. getOption("getSymbols.env")
## and getOption("getSymbols.auto.assign") will still be checked for
## alternate defaults.
##
## This message is shown once per session and may be disabled by setting
## options("getSymbols.warning4.0"=FALSE). See ?getSymbols for details.## time series ends 2020-10-01Grafiquemos el comportamiento de esta serie de tiempo:
plot(yamaha)
Podemos decir que desde el año 2015 las acciones han tenido un comportamiento con tendencia al alza; sin embargo ha tenido picos decrecientes en diferentes años y el que presenta la pendiente más pronunciada es el 2020 claramente por los efectos del covid-19.
serie_yamaha=decompose(ts(yamaha,frequency = 12))
plot(serie_yamaha)
Después de relizar la descomposición de la serie de tiempo observamos lo siguiente: la aleatoridad no tiene marcado un comportamiento constante, por el contrario es muy notoria la variabilidad, igualmete la estacionalidad. por otro la tendencia es alcista y está bien definida con un comportamiento constante.
yamaha1=as.numeric(yamaha)
length(yamaha1)## [1] 70fecha=time(yamaha)
df1=data.frame(fecha,yamaha1)
fecha2=rep(fecha,2)
precios=c(yamaha1)
empresa=c(rep("yamaha1",length(yamaha1)))
df2=data.frame(fecha2,precios,empresa)
df2## fecha2 precios empresa
## 1 2015-01-01 14.94 yamaha1
## 2 2015-02-01 16.91 yamaha1
## 3 2015-03-01 17.60 yamaha1
## 4 2015-04-01 18.43 yamaha1
## 5 2015-05-01 20.83 yamaha1
## 6 2015-06-01 20.36 yamaha1
## 7 2015-07-01 23.24 yamaha1
## 8 2015-08-01 23.02 yamaha1
## 9 2015-09-01 21.88 yamaha1
## 10 2015-10-01 24.22 yamaha1
## 11 2015-11-01 25.41 yamaha1
## 12 2015-12-01 24.53 yamaha1
## 13 2016-01-01 22.73 yamaha1
## 14 2016-02-01 28.12 yamaha1
## 15 2016-03-01 29.78 yamaha1
## 16 2016-04-01 30.35 yamaha1
## 17 2016-05-01 30.00 yamaha1
## 18 2016-06-01 28.35 yamaha1
## 19 2016-07-01 27.76 yamaha1
## 20 2016-08-01 32.72 yamaha1
## 21 2016-09-01 32.65 yamaha1
## 22 2016-10-01 35.83 yamaha1
## 23 2016-11-01 30.57 yamaha1
## 24 2016-12-01 30.41 yamaha1
## 25 2017-01-01 30.75 yamaha1
## 26 2017-02-01 25.63 yamaha1
## 27 2017-03-01 27.75 yamaha1
## 28 2017-04-01 28.74 yamaha1
## 29 2017-05-01 32.15 yamaha1
## 30 2017-06-01 35.00 yamaha1
## 31 2017-07-01 35.65 yamaha1
## 32 2017-08-01 35.15 yamaha1
## 33 2017-09-01 37.55 yamaha1
## 34 2017-10-01 39.38 yamaha1
## 35 2017-11-01 37.37 yamaha1
## 36 2017-12-01 37.27 yamaha1
## 37 2018-01-01 41.97 yamaha1
## 38 2018-02-01 44.06 yamaha1
## 39 2018-03-01 44.26 yamaha1
## 40 2018-04-01 47.94 yamaha1
## 41 2018-05-01 52.27 yamaha1
## 42 2018-06-01 52.64 yamaha1
## 43 2018-07-01 47.09 yamaha1
## 44 2018-08-01 47.97 yamaha1
## 45 2018-09-01 52.76 yamaha1
## 46 2018-10-01 43.69 yamaha1
## 47 2018-11-01 42.50 yamaha1
## 48 2018-12-01 41.81 yamaha1
## 49 2019-01-01 43.89 yamaha1
## 50 2019-02-01 48.88 yamaha1
## 51 2019-03-01 50.18 yamaha1
## 52 2019-04-01 50.83 yamaha1
## 53 2019-05-01 44.92 yamaha1
## 54 2019-06-01 47.80 yamaha1
## 55 2019-07-01 46.98 yamaha1
## 56 2019-08-01 42.49 yamaha1
## 57 2019-09-01 45.24 yamaha1
## 58 2019-10-01 46.29 yamaha1
## 59 2019-11-01 55.32 yamaha1
## 60 2019-12-01 56.87 yamaha1
## 61 2020-01-01 52.35 yamaha1
## 62 2020-02-01 47.39 yamaha1
## 63 2020-03-01 38.54 yamaha1
## 64 2020-04-01 40.44 yamaha1
## 65 2020-05-01 49.15 yamaha1
## 66 2020-06-01 47.51 yamaha1
## 67 2020-07-01 46.26 yamaha1
## 68 2020-08-01 48.82 yamaha1
## 69 2020-09-01 48.17 yamaha1
## 70 2020-10-01 48.25 yamaha1
## 71 2015-01-01 14.94 yamaha1
## 72 2015-02-01 16.91 yamaha1
## 73 2015-03-01 17.60 yamaha1
## 74 2015-04-01 18.43 yamaha1
## 75 2015-05-01 20.83 yamaha1
## 76 2015-06-01 20.36 yamaha1
## 77 2015-07-01 23.24 yamaha1
## 78 2015-08-01 23.02 yamaha1
## 79 2015-09-01 21.88 yamaha1
## 80 2015-10-01 24.22 yamaha1
## 81 2015-11-01 25.41 yamaha1
## 82 2015-12-01 24.53 yamaha1
## 83 2016-01-01 22.73 yamaha1
## 84 2016-02-01 28.12 yamaha1
## 85 2016-03-01 29.78 yamaha1
## 86 2016-04-01 30.35 yamaha1
## 87 2016-05-01 30.00 yamaha1
## 88 2016-06-01 28.35 yamaha1
## 89 2016-07-01 27.76 yamaha1
## 90 2016-08-01 32.72 yamaha1
## 91 2016-09-01 32.65 yamaha1
## 92 2016-10-01 35.83 yamaha1
## 93 2016-11-01 30.57 yamaha1
## 94 2016-12-01 30.41 yamaha1
## 95 2017-01-01 30.75 yamaha1
## 96 2017-02-01 25.63 yamaha1
## 97 2017-03-01 27.75 yamaha1
## 98 2017-04-01 28.74 yamaha1
## 99 2017-05-01 32.15 yamaha1
## 100 2017-06-01 35.00 yamaha1
## 101 2017-07-01 35.65 yamaha1
## 102 2017-08-01 35.15 yamaha1
## 103 2017-09-01 37.55 yamaha1
## 104 2017-10-01 39.38 yamaha1
## 105 2017-11-01 37.37 yamaha1
## 106 2017-12-01 37.27 yamaha1
## 107 2018-01-01 41.97 yamaha1
## 108 2018-02-01 44.06 yamaha1
## 109 2018-03-01 44.26 yamaha1
## 110 2018-04-01 47.94 yamaha1
## 111 2018-05-01 52.27 yamaha1
## 112 2018-06-01 52.64 yamaha1
## 113 2018-07-01 47.09 yamaha1
## 114 2018-08-01 47.97 yamaha1
## 115 2018-09-01 52.76 yamaha1
## 116 2018-10-01 43.69 yamaha1
## 117 2018-11-01 42.50 yamaha1
## 118 2018-12-01 41.81 yamaha1
## 119 2019-01-01 43.89 yamaha1
## 120 2019-02-01 48.88 yamaha1
## 121 2019-03-01 50.18 yamaha1
## 122 2019-04-01 50.83 yamaha1
## 123 2019-05-01 44.92 yamaha1
## 124 2019-06-01 47.80 yamaha1
## 125 2019-07-01 46.98 yamaha1
## 126 2019-08-01 42.49 yamaha1
## 127 2019-09-01 45.24 yamaha1
## 128 2019-10-01 46.29 yamaha1
## 129 2019-11-01 55.32 yamaha1
## 130 2019-12-01 56.87 yamaha1
## 131 2020-01-01 52.35 yamaha1
## 132 2020-02-01 47.39 yamaha1
## 133 2020-03-01 38.54 yamaha1
## 134 2020-04-01 40.44 yamaha1
## 135 2020-05-01 49.15 yamaha1
## 136 2020-06-01 47.51 yamaha1
## 137 2020-07-01 46.26 yamaha1
## 138 2020-08-01 48.82 yamaha1
## 139 2020-09-01 48.17 yamaha1
## 140 2020-10-01 48.25 yamaha1Ahora hagamos el gráfico dinámico.
g1=ggplot(df2,aes(x=fecha2,y=precios, col=empresa))+geom_line()+theme_bw()+geom_smooth(method= "gam")+labs(x="fecha",y="precio de la acción")+ggtitle("Precio mensual de la acción de Yamaha desde hace 5 años")
g1## `geom_smooth()` using formula 'y ~ s(x, bs = "cs")'
ggplotly(g1)## `geom_smooth()` using formula 'y ~ s(x, bs = "cs")'Como hemos mencionado con antelación el precio de la acción en los últimos 5 años ha tenido un comportamiento constnte al alza